A. Doruk Gunaydin

Sabanci University

Assistant Professor of Finance

School of Management

Orhanli Tuzla

İstanbul, 34956

Turkey

  • Sabanci University

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

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1.

Left-Tail Momentum: Underreaction to Bad News, Costly Arbitrage and Equity Returns

Journal of Financial Economics, Forthcoming
Number of pages: 85 Posted: 16 Nov 2017 Last Revised: 19 Dec 2018
Yigit Atilgan, Turan G. Bali, K. Ozgur Demirtas and A. Doruk Gunaydin
Sabanci University, Georgetown University - Robert Emmett McDonough School of Business, Sabanci University Graduate School of Management and Sabanci University
Downloads 3,518 (2,663)

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left-tail risk, momentum, equity returns, retail investors, costly arbitrage, investor inattention

2.

The Cross-Section of Equity Returns in Emerging Markets

Number of pages: 43 Posted: 04 Aug 2018
Yigit Atilgan, K. Ozgur Demirtas and A. Doruk Gunaydin
Sabanci University, Sabanci University Graduate School of Management and Sabanci University
Downloads 364 (79,267)

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Equity Risk, Anomalies, Cross-Section of Equity Returns, Emerging Markets

3.

Liquidity and Equity Returns in Borsa Istanbul

Applied Economics, Vol. 48, No. 52, 2016
Number of pages: 32 Posted: 14 May 2015 Last Revised: 19 Sep 2016
Yigit Atilgan, K. Ozgur Demirtas and A. Doruk Gunaydin
Sabanci University, Sabanci University Graduate School of Management and Sabanci University
Downloads 142 (199,794)

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liquidity, emerging markets, equity returns, asset pricing

4.

Downside Beta and the Cross-Section of Equity Returns: A Decade Later

European Financial Management, Forthcoming
Number of pages: 37 Posted: 20 Sep 2017 Last Revised: 19 May 2019
Yigit Atilgan, K. Ozgur Demirtas and A. Doruk Gunaydin
Sabanci University, Sabanci University Graduate School of Management and Sabanci University
Downloads 76 (307,464)

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Downside Beta, Downside Risk, Tail Risk, Equity Returns, Asset Pricing